+8.4%
QLD vs PNR
-34.0%
+42.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +6.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -19.6% | +34.4% | -54.0% | -25.2% |
| 3M | -14.1% | +2.4% | -16.5% | -13.7% |
| 6M | -13.6% | -7.8% | -5.9% | -10.5% |
| YTD | +12.5% | -31.6% | +44.1% | +29.6% |
| All | +8.4% | -34.0% | +42.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling